+2.8%
TLT vs CELH
-43.7%
+46.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -3.1% | +0.8% | -3.9% | -3.1% |
| 30D | +1.0% | +19.3% | -18.3% | +0.8% |
| 3M | -2.7% | +12.6% | -15.4% | -2.9% |
| 6M | -4.1% | +16.4% | -20.5% | -4.4% |
| YTD | -5.4% | -29.1% | +23.8% | -5.2% |
| 1Y | -7.0% | -26.3% | +19.3% | -6.9% |
| 3Y | +2.8% | -40.1% | +43.0% | +3.3% |
| All | +2.8% | -43.7% | +46.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CELH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling